On the Harmonic Measure of Stable Processes

DOI10.1007/978-3-319-44465-9_12zbMath1367.60057arXiv1501.03926OpenAlexW1665740489MaRDI QIDQ5270104

Thomas Simon, Christophe Profeta

Publication date: 22 June 2017

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.03926

zbMATH Keywords

Green functionsharmonic measureLévy processstrictly stable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random measures (60G57) Stable stochastic processes (60G52) Boundary theory for Markov processes (60J50)

Related Items (10)

Deep factorisation of the stable process. II: Potentials and applications ⋮ First passage time moments of asymmetric Lévy flights ⋮ Conditioned real self-similar Markov processes ⋮ Stable processes conditioned to avoid an interval ⋮ Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin ⋮ Stable processes conditioned to hit an interval continuously from the outside ⋮ Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes ⋮ Entrance and exit at infinity for stable jump diffusions ⋮ Unnamed Item ⋮ First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions

Cites Work

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• Potentials of Stable Processes
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• The Distribution of the First Hit for Stable and Asymptotically Stable Walks on an Interval
• Markov processes and Martin boundaries
• On the Distribution of First Hits for the Symmetric Stable Processes
• The condenser problem

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